+599.3%
MTUM vs JBHT
+344.1%
+255.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.9% |
| 7D | +1.7% | +4.9% | -3.2% | +0.1% |
| 30D | -1.7% | +0.6% | -2.2% | -1.9% |
| 3M | -6.3% | -3.2% | -3.1% | -5.7% |
| 6M | +21.8% | +17.0% | +4.9% | +14.7% |
| YTD | +22.0% | +41.7% | -19.6% | +7.4% |
| 1Y | +25.3% | +90.0% | -64.6% | -1.5% |
| 3Y | +112.1% | +47.0% | +65.2% | +78.0% |
| 5Y | +76.2% | +58.3% | +17.9% | +40.0% |
| 10Y | +340.1% | +273.9% | +66.2% | +132.8% |
| All | +599.3% | +344.1% | +255.2% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling